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Step 1
Mix the cinnamon and sugar together in a medium bowl. If you’d rather not top the churros with cinnamon sugar, read the headnotes to see other possible things you can do with the churros.
Step 2
Bring water, butter, sugar, and ½ teaspoon of lemon zest to a boil in a medium sauce pan. Remove from heat, and stir in flour. Return pan to medium heat and cook, stirring constantly with a wooden spoon, until dough forms a smooth ball, about 1 ½ minutes. Transfer to a mixer bowl, and let cool for 3 minutes.
Step 3
With the mixer (standing or hand-held) on medium speed, add the egg, and beat until the dough is smooth and shiny, about 3 minutes. The churros dough will look curdled and weird at first, but just keep beating the mixture until it becomes smooth; the dough will be sticky.
Step 4
Heat 2 inches of oil in a heavy-bottomed pot until it registers 375ºF on a deep-fry thermometer. (A deep-fry thermometer isn’t necessary; just make sure the oil is hot, but not too hot that it will scorch the churros).
Step 5
Spoon the dough into a pastry bag fitted with an open star tip (any size is fine, depending on how thick you want your churros).
Step 6
Hold the pastry bag a few inches above the oil, and pipe six to eight 5-inch lengths, moving bag in circular motions while piping to create decorative shapes if desired.
Step 7
Cut dough with an oiled knife.
Step 8
Fry, turning once, until golden brown, about 2 minutes.
Step 9
Drain oil off, then toss in cinnamon sugar mixture (if you decide to top them with that).
Step 10
Repeat with remaining dough, then serve immediately and enjoy!